Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47388.74 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45990.75 Kr¶

PnL: ---------------------------------------> -897.82 Kr¶

DD now: ---------------------------------> -2.552 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:56:01.282687'

Anic Portfolio¶

Today¶

Return: 0.167 %¶

This Week¶

Return: -1.094 %¶

Total¶

Return: 55.139 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 -0.130000 2768.500000 132.500000 5.030000 2636.000010
HMS Networks 2 -1.160000 781.600000 108.600000 16.140000 673.000000
SAAB B 8 0.120000 3447.200000 70.200000 2.080000 3377.000000
Nordea Bank Abp 29 0.480000 3500.300000 46.300000 1.340000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.510000 391.800000 36.800000 10.370000 355.000000
Intrum 4 1.800000 554.600000 27.600000 5.240000 527.000000
Resurs Holding 22 1.150000 600.600000 26.600000 4.630000 573.999998
Corem Property Group B 59 0.300000 600.620000 23.620000 4.090000 576.999999
Boozt 12 0.290000 1676.400000 22.400000 1.350000 1653.999996
AcadeMedia 12 -0.870000 573.600000 16.600000 2.980000 557.000004
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 0.520000 578.850000 14.850000 2.630000 564.000000
OEM International B 7 -0.640000 542.500000 14.500000 2.750000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 1.210000 583.080000 13.080000 2.290000 570.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.560000 250.560000 4.560000 1.850000 246.000000
Coor Service Management Hold. 8 -0.150000 534.800000 2.800000 0.530000 532.000000
Handelsbanken A 5 0.190000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 0.220000 569.520000 -13.480000 -2.310000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
Essity B 2 0.150000 550.000000 -24.000000 -4.180000 574.000000
CTEK 13 -4.460000 507.000000 -27.000000 -5.060000 533.999999
Essity A 4 0.360000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 0.250000 1422.000000 -242.000000 -14.540000 1663.999992
Axfood 13 0.190000 3474.900000 -281.100000 -7.480000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45990.750000 -897.820000 -2.55224% 46888.564618

Updated:¶

'2023-01-27 10:56:14.713593'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶